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Chu.o.
ng 2
. . `
PHU O NG TRÌNH LOA . I ELIP MÔ. T CHIÊU
.
(BÀI TOÁN TRUYÈ̂N NHIÊ
. T DÙ NG MÔ
`
. T CHIÊU)
2.1. Bài toán biên loa.i mô.t

.
2.1.1. Bài toán biên loa.i mô.t vó.i d̄iê ` u kiê.n biên thuâ ` n nhâ´t.
Xét khoa’ng sô´ thu..c [0, 1]. Xét phu.o.ng trı̀nh vi phân thu.ò.ng câ´p hai:
Lu := −(pu0 )0 + qu = f (x), 0<x<1 (2.1.1)
` u kiê.n biên
và d̄iê
u(0) = 0, u(1) = 0 (2.1.2)
trong d̄ó p, q, f là các hàm sô´ cho tru.ó.c tho’a mãn
p, p0 , q, f ∈ L2 (0, 1) (2.1.3)
C0 ≤ p(x) ≤ C1 , 0 ≤ q(x) ≤ C2 , 0<x<1 (2.1.4)

` ng sô´ du.o.ng.
C0 , C1 , C2 là các hă
Bài toán biên loa.i mô.t d̄ôí vó.i phu.o.ng trı̀nh vi phân (2.1.1) phát biê’u:
Tı̀m hàm sô´ u ∈ W 2 (0, 1) tho’ a mãn phu.o.ng trı̀nh vi phân (2.1.1) cùng vó.i các d̄iê
ù
kiê.n biên (2.1.2).
Vı̀ các d̄iê ` ng 0 ta nói d̄iê
` u kiê.n biên (2.1.2) có vê´ pha’i bă ` u kiê.n biên d̄ó là thuâ
` n nhâ´t
’ ’
và bài toán trên cũng có thê phát biê u:
Tı̀m hàm sô´ u ∈ W 2 (0, 1) ∩ W01 (0, 1) tho’ a mãn phu.o.ng trı̀nh vi phân (2.1.1).
Nghiê.m cu’a bài toán vi phân d̄i.nh nghı̃a nhu. vâ.y go.i là nghiê.m cô’ d̄iê’n cu’a bài toán
(2.1.1)(2.1.2).
Bài toán (2.1.1)(2.1.2) là mô hı̀nh toán ho.c cu’a bài toán truyê ` n nhiê.t dù.ng mô.t chiê
` u.
2.1.2. Tru.ò.ng ho..p d̄iê` u kiê.n biên không thuâ ` n nhâ´t.

Trong tru.ò.ng ho..p d̄iê
` u kiê.n biên (2.1.2) thay bo’.i
u(0) = A, u(1) = B
trong d̄ó A và B không d̄ô ` ng thò.i bă

` ng 0 ta nói d̄iê` u kiê.n biên không thuâ
` n nhâ´t. Ta tı̀m
’ ’ . ` . . .
cách d̄ô i hàm d̄ê d̄u a nó vê tru ò ng ho. p d̄iêu kiê.n biên thuân nhâ t. Muôn thê´ ta xét hàm
` ` ´ ´
sô´
g(x) = kx + A, k = B − A
21
có d̄ă.c d̄iê’m:
g(0) = A, g(1) = B
` i d̄ă.t
rô
v(x) = u(x) − g(x)
thı̀ có
v(0) = u(0) − g(0) = A − A = 0, v(1) = u(1) − g(1) = B − B = 0
- ò̂ng thò.i
D
Lv = Lu − Lg = f − Lg = f − [−(pg 0 )0 + qg] = f − [−p0 k + q(kx + A)] =: F (x)
Do d̄ó v tho’a mãn bài toán
Lv = F, v(0) = 0, v(1) = 0
- ó là bài toán vó.i d̄iê

D ` u kiê.n biên thuâ
` n nhâ´t.
Nhu. vâ.y là trong tru.ò.ng ho..p d̄iê ` n nhâ´t ta luôn tı̀m d̄u.o..c cách
` u kiê.n biên không thuâ
d̄ô’i hàm d̄ê’ d̄u.a nó vê
` tru.ò.ng ho..p d̄iê ` n nhâ´t. Do d̄ó tù. nay vê
` u kiê.n biên thuâ ` sau ta chı’
. ` u kiê.n biên thuâ
xét các bài toán biên loa.i mô.t vó i d̄iê ` n nhâ´t.
2.2. Bài toán yêú và nghiê.m suy rô.ng
2.2.1. Bài toán yêú

Gia’ su’. bài toán (2.1.1)(2.1.2) có nghiê.m cô’ d̄iê’n u ∈ W 2 (0, 1) ∩ W01 (0, 1). Khi d̄ó Lu
và f ∈ L2 (0, 1). Trong L2 (0, 1) nhân vô hu.ó.ng hai vê´ cu’a (2.1.1) vó.i v ∈ D(0, 1), go.i là
hàm thu’., ta d̄u.o..c
∫ 1 ∫ 1
0 0
[−(pu ) + qu]vdx = f vdx, ∀v ∈ D(0, 1) (2.2.1)
0 0
Khi d̄ó ta có thê’ lâý tı́ch phân tù.ng phâ

` n vê´ trái cu’a (2.2.1):
∫ 1 ∫ 1 ∫ 1
0 0 0 0 0
−(pu ) vdx = −pu v|10 + pu v dx = pu0 v 0 dx
0 0 0
vı̀ khi v ∈ D(0, 1) thı̀ v(0) = v(1) = 0.

Vâ.y (2.2.1) tro’. thành
∫ 1 ∫ 1
0 0
(pu v + quv)dx = f vdx, ∀v ∈ D(0, 1)
0 0
22
Vı̀ D(0, 1) trù mâ.t trong W01 (0, 1) nên ta suy ra
∫ 1 ∫ 1
0 0
(pu v + quv)dx = f vdx, ∀v ∈ W01 (0, 1) (2.2.2)
0 0
Ta nhâ.n thâý trong (2.2.2) không có d̄a.o hàm câ´p hai cu’a u nũ.a.
- ă.t
D
∫ 1
α(u, v) := (pu0 v 0 + quv)dx (2.2.3)
0
∫ 1
L(v) := f vdx (2.2.4)
0
Ta phát biê’u bài toán mó.i:

Vó.i α(u, v) và L(v) xác d̄i.nh bo’.i (2.2.3) và (2.2.4) hãy tı̀m u ∈ W01 (0, 1) sao cho
α(u, v) = L(v) ∀v ∈ W01 (0, 1) (2.2.5)

tú.c là (2.2.2) tho’a mãn.
Bài toán (2.2.5) go.i là bài toán yêú ú.ng bài toán (2.1.1)(2.1.2).
2.2.2. Nghiê.m suy rô.ng và quan hê. vó.i nghiê.m cô’ d̄iê’n.
Nghiê.m cu’a bài toán yêú (2.2.5) go.i là nghiê.m suy rô.ng cu’a bài toán (2.1.1)(2.1.2).
Theo phân tı́ch o’. trên nêú u là nghiê.m cô’ d̄iê’n cu’a bài toán (2.1.1)(2.1.2) thı̀ nó cũng
là nghiê.m suy rô.ng cu’a nó.
Ngu.o..c la.i gia’ su’. u ∈ W01 (0, 1) là nghiê.m suy rô.ng, tú.c là u tho’a mãn (2.2.5) d̄ô ` ng
thò i la.i thuô.c W 2 (0, 1) nũ.a. Khi d̄ó u tho’a mãn (2.2.2). Thu..c vâ.y,
.
Vı̀ D(0, 1) ⊂ W01 (0, 1) nên tù. (2.2.2) ta có
∫ 1 ∫ 1
0 0
(pu v + quv)dx = f vdx, ∀v ∈ D(0, 1)
0 0
Lâý tı́ch phân tù.ng phâ

` n ta suy ra
∫ 1 ∫ 1
0 0 0
[−(pu ) + qu]vdx + pu v|10 = f vdx, ∀v ∈ D(0, 1)
0 0
Vı̀ v ∈ D(0, 1) nên v(0) = v(1) = 0, do d̄ó

∫ 1 ∫ 1
0 0
[−(pu ) + qu]vdx = f vdx, ∀v ∈ D(0, 1)
0 0
Vı̀ D(0, 1) trù mâ.t trong L2 (0, 1) nên

∫ 1
[−(pu0 )0 + qu − f ]vdx = 0, ∀v ∈ L2 (0, 1)
0
23
Vâ.y
−(pu0 )0 + qu − f = 0 ⇒ −(pu0 )0 + qu = f
- ó là (2.1.1). Còn d̄iê
D ` u kiê.n biên (2.1.2) tho’a mãn vı̀ u ∈ W01 (0, 1). Vâ.y nghiê.m suy rô.ng
cu’a bài toán (2.1.1)(2.1.2) mà ∈ W 2 (0, 1) thı̀ sẽ là nghiê.m cô’ d̄iê’n cu’a nó.
Vı̀ tâ.p ho..p chú.a nghiê.m o’. bài toán (2.2.5) là W01 (0, 1) rô.ng ho.n tâ.p ho..p chú.a nghiê.m
W0 (0, 1) ∪ W 2 (0, 1) o’. bài toán (2.1.1)(2.1.2), trong khi tâ.p ho..p hàm thu’. W01 (0, 1) o’. bài
1
toán (2.2.5) he.p ho.n tâ.p ho..p hàm thu’. L2 (0, 1) o’. bài toán (2.1.1)(2.1.2) cho nên ta hi vo.ng
viê.c tı̀m nghiê.m cu’a bài toán (2.2.5) sẽ dê˜ ho.n.
2.2.3. Su.. tô` n ta.i nghiê.m suy rô.ng

- ê’ chú.ng minh su.. tô
D ` n ta.i nghiê.m suy rô.ng ta sẽ áp du.ng d̄i.nh lý 1.8.1 chu.o.ng 1.
Xét bài toán (2.2.5).
Rõ ràng α(u, v) xác d̄i.nh bo’.i (2.2.3) là mô.t da.ng song tuyêń d̄ôí xú.ng trên W01 (0, 1).
Ta chú.ng minh tiê´p ră
` ng nó liên tu.c trên W01 (0, 1) và W01 (0, 1)-eliptic.
(1). Tù. (2.2.3) ta có
∫ 1 ∫ 1 ∫ 1
0 0 0 0
|α(u, v)| ≤ (p|u |.|v | + q|u|.|v|)dx ≤ C1 |u |.|v |dx + C2 |u|.|v|dx
0 0 0
= C1 (|u0 |, |v 0 |)L2 (0,1) + C2 (|u|, |v|)L2 (0,1)
Áp du.ng bâ´t d̄ă’ng thú.c C-S-B ta suy ra
|α(u, v)| ≤ C1 ku0 kL2 (0,1) kv 0 kL2 (0,1) + C2 kukL2 (0,1) kvkL2 (0,1)
Ta có nhâ.n xét:

√ √
∫ 1 ∫ 1
0
ku kL2 (0,1) = |u0 |2 dx ≤ [|u0 |2 + |u|2 ]dx ⇒ ku0 kL2 (0,1) ≤ kukW01 (0,1) (2.2.6a)
0 0
√ √
∫ 1 ∫ 1
kukL2 (0,1) = |u|2 dx ≤ [|u|2 + |u0 |2 ]dx ⇒ kukL2 (0,1) ≤ kukW01 (0,1) (2.2.6b)
0 0
Do d̄ó
|α(u, v)| ≤ C3 kukW01 (0,1) kvkW01 (0,1) , u, v ∈ W01 (0, 1), C3 = C1 + C2
Vâ.y α(u, v) liên tu.c trên W01 (0, 1).

(2). Tù. (2.2.3) ta la.i có
∫ 1 ∫ 1 ∫ 1
0 2 0 2 1
α(u, u) = [p(u ) + qu ]dx ≥ C0
2
(u ) dx ⇒ (u0 )2 dx ≤ α(u, u) (2.2.7)
0 0 0 C0
24
Xét u ∈ D(0, 1). Khi d̄ó u(0) = 0,
∫ x ∫ x ∫ 1
0 0
u(x) = u(0) + u (t)dt = u (t)dt ⇒ |u(x)| ≤ ( 2
|u0 (t)|dt)2
0 0 0
Do d̄ó , áp du.ng bâ´t d̄ă’ng thú.c C-S-B ta có

∫ 1 ∫ 1 ∫ 1 ∫ 1
0 0
|u(x)| ≤ (
2
|u (t)|dt) ≤ 2
(u (t)) dt 2 2
(1) dt = (u0 (t))2 dt
0 0 0 0
Kê´t ho..p vó.i (2.2.7) ta có

∫ 1 ∫ 1 ∫ 1 ∫ 1 ∫ 1
0 0 1 1
|u(x)| dx ≤
2
( |u (t)| dt)dx =
2
|u (t)| dt ≤
2
p|u|2 dt ≤ α(u, u)
0 0 0 0 C0 0 C0
(2.2.8)
Vâ.y (2.2.7) và (2.2.8) cho
∫ 1
1 1 2
kuk2W 1 (0,1) = [(u0 )2 + u2 ]dx ≤ α(u, u) + α(u, u) = α(u, u)
0
0 C0 C0 C0
C0
⇒ α(u, u) ≥ C4 kuk2W 1 (0,1) , C4 = , ∀u ∈ D(0, 1) (2.2.9)
2
Vı̀ D(0, 1) trù mâ.t trong W01 (0, 1) nên tù. (2.2.9) ta suy ra
α(u, u) ≥ C4 kuk2W 1 (0,1) , ∀u ∈ W01 (0, 1) (2.2.10)
Vâ.y α(u, v) W01 (0, 1)-eliptic.

Bây giò. ta chú.ng minh tı́nh liên tu.c cu’ a L(v) xác d̄i.nh bo’.i (2.2.4). Rõ ràng L(v) là
mô.t phiê´m hàm tuyêń tı́nh trên W01 (0, 1). Ta có
√ √ √
∫ 1 ∫ 1 ∫ 1 ∫ 1
|L(v)| = | f vdx| ≤ f 2 dx v 2 dx ≤ kf kL2 (0,1) [(v 0 )2 + v 2 ]dx
0 0 0 0
⇒ |L(v)| ≤ kf kL2 (0,1) kvkW 1 (0,1) , ∀v ∈ W01 (0, 1)
Do d̄ó L(v) liên tu.c trên W01 (0, 1).

Vâ.y theo d̄i.nh lý 1.8.1 chu.o.ng 1 thı̀ bài toán (2.2.5) có nghiê.m duy nhâ´t u ∈ W01 (0, 1)
` ng phu.o.ng pháp
` n d̄úng nghiê.m cu’a bài toán (2.2.5) bă
Sau d̄ây ta tı̀m cách tı́nh gâ
` n tu’. hũ.u ha.n.
phâ
25
2.3. Phu.o.ng pháp phâ ` n tu’. hũ.u ha.n gia’i bài toán yêú (2.2.5)
2.3.1. Mo’. d̄â ` u. D - ê’ xây du..ng nghiê.m gâ ` n d̄úng cu’a bài toán yêú (2.2.5) tú.c là
(2.2.2), theo tinh thâ . .
` n cu’a tiê´t 1.9 chu o ng 1 ta thay không gian W01 (0, 1) bă ` ng mô.t không
.
gian con hũ u ha.n chiê ` u VN mà o’ d̄ây ta go.i là HN , cu’a nó. Ta sẽ làm viê.c d̄ó theo phu.o.ng
.
pháp phâ ` n tu’. hũ.u ha.n.
Ý tu.o’.ng d̄â
` u tiên cu’a phu.o.ng pháp phâ ` n tu’. hũ.u ha.n là do các nhà kỹ thuâ.t nghı̃ ra.
- ê’ tı̀m mô.t d̄a.i lu.o..ng du.ó.i da.ng mô.t hàm sô´ trong mô.t miê
D ` n nào d̄ó ngu.ò.i ta chia nho’
` n d̄ó thành nhiê
miê ` u phâ` n có hı̀nh thù d̄o n gia’n nhu nhũ ng d̄oa.n thă’ng trong môi tru.ò.ng
. . .
` u và nhũ.ng tam giác trong môi tru.ò.ng hai chiê
mô.t chiê ` u. Mô˜i phâ` n nho’ d̄ó d̄u.o..c go.i là
mô.t phâ . . . . .
` n tu’ hũ u ha.n. Sau d̄ó ngu ò i ta xem â’n hàm là nhũ ng hàm tuyêń tı́nh trong mô˜i
phâ` n nho’ và d̄u.o..c lă´p ráp la.i ta.i các biên gió.i cu’a các phâ
` n nho’ theo yêu câ` u cu’a bài toán
´ ’
pha’i gia’i quyê t, chăng ha.n thành mô.t hàm liên tu.c.
Chú ý ră` ng cách làm o’. d̄ây râ´t khác cách làm cu’a phu.o.ng pháp sai phân.
2.3.2. Xây du..ng không gian HN ⊂ W01 (0, 1)
` n xác d̄i.nh [0,1] cu’a â’n hàm u(x) thành N+1 d̄oa.n con bo’.i các d̄iê’m
Ta chia miê
xi ∈ [0, 1]:
0 = x0 < x1 < x2 < ... < xi−1 < xi < xi+1 < ... < xN < xN +1 = 1 (2.3.1)
xi − xi−1 = hi , h := max{hi }
i
` n tu’. hũ.u ha.n (phâ

Mô˜i d̄oa.n con [xi−1 , xi ] go.i là mô.t phâ ` n tu’. hũ.u ha.n mô.t chiê
` u).
’
Tâ.p các d̄iê m xi lâ.p thành mô.t phân hoa.ch cu’a d̄oa.n [0, 1].
.ϕ1 .ϕi .ϕN

.1
.
.0 .x1 .xi−1 .xi .xi+1 .xN .1 .x
H.2.3.1
Sau d̄ó ta xây du..ng N hàm ϕi (x) bă

` ng cách d̄ă.t

 (x − xi−1 )/hi nêú xi−1 < x ≤ xi
ϕi = (xi+1 − x)/hi+1 nêú xi ≤ x < xi+1 (2.3.2)

0 khi x 6∈ (xi−1 , xi+1 )
i = 1, 2, ..., N
26
Các hàm ϕi chı’ khác 0 ta.i x ∈ (xi−1 , xi+1 ). Nói cách khác ϕi là hàm sô´ có giá d̄õ.
nho’.
- ò̂ thi. cu’a các hàm ϕi có da.ng mái nhà (H.2.3.1) nên ngu.ò.i ta go.i chúng là hàm mái
D
nhà. Hàm ϕi liên tu.c, có d̄a.o hàm liên tu.c tù.ng phâ
` n:

 1/hi nêú xi−1 < x < xi
0
ϕi = −1/hi+1 nêú xi < x < xi+1 (2.3.3)

0 nêú x 6∈ [xi−1 , xi+1 ]
` u kiê.n biên (2.1.2) vı̀:

và tho’a mãn d̄iê
ϕi (0) = ϕi (x0 ) = 0, ϕi (1) = ϕi (xN +1 ) = 0.
Vâ.y ϕi ∈ W01 (0, 1).
Các hàm ϕi , i = 1, ..., N d̄ô.c lâ.p tuyêń tı́nh vı̀ nêú
∑
N
cj ϕj (x) = 0, ∀x ∈ [a, b]
1
thı̀ thay x = xj ta thu d̄u.o..c cj = 0, j = 1, 2, ..., N .

Vâ.y ho.
SN = {ϕi , i = 1, 2, ..., N }
sinh ra không gian con VN cu’a W01 (0, 1), không gian con này o’. d̄ây ta ký hiê.u là HN , nó
` u và nhâ.n ho. SN là mô.t co. so’..
có N chiê
Sau d̄ó ta xét bài toán (2.2.5) trên HN .
2.3.3. Bài toán (2.2.5) trên HN
Tı̀m wN ∈ HN sao cho
α(wN , v) = (f, v), ∀v ∈ HN (2.3.4)
Hàm wN ∈ HN có da.ng
∑
N
wN (x) = cj ϕj (x) ∈ HN (2.3.5)
j=1
trong d̄ó cj câ ` n d̄u.o..c xác d̄i.nh sao cho (2.3.4) tho’a mãn vó.i mo.i v ∈ HN . Vı̀ ho. SN là
mô.t co. so’. cu’a HN nên chı’ câ ` n (2.3.4) tho’a mãn vó.i v = ϕi , i = 1, 2, ..., N (xem nhâ.n xét
. . .
o’ chu o ng 1, mu.c 1.9.3), nghı̃a là
α(wN , ϕi ) = (f, ϕi ), i = 1, 2, ..., N
27
Vâ.y các cj o’. (2.3.5) d̄u.o..c xác d̄i.nh sao cho
∑
N
α( cj ϕj , ϕi ) = (f, ϕi ), i = 1, 2, ..., N
j=1
hay là
∑
N
cj α(ϕj , ϕi ) = (f, ϕi ), i = 1, 2, ..., N
j=1
Do d̄ó cj là nghiê.m cu’a hê. d̄a.i sô´ tuyêń tı́nh có N phu.o.ng trı̀nh d̄ôí vó.i N â’n :
Bc = F (2.3.6)
trong d̄ó theo (2.2.3) và (2.2.4) ma trâ.n hê. sô´ B = (Bij ) và vê´ pha’i F xác d̄i.nh bo’.i:
∫ 1
Bij = α(ϕj , ϕi ) = [p(x)ϕ0j (x)ϕ0i (x) + q(x)ϕj (x)ϕi (x)]dx = α(ϕi , ϕj ) (2.3.7)
0
∫ 1
Fi = (f, ϕi ) = f (x)ϕi (x)dx (2.3.8)
0
Ma trâ.n B go.i là ma trâ.n cú.ng. Các hàm ϕi , là co. so’. cu’a không gian HN , còn d̄u.o..c
go.i là các hàm to.a d̄ô..
2.3.4. Tı́nh tru..c tiê´p các Bij và Fi . Tru.ó.c hê´t ta có mô.t chú ý mo’. d̄â ` u.
Chú ý 2.3.1. Vı̀ các hàm ϕi cho bo’.i (2.3.2), d̄a.o hàm cu’a chúng cho bo’.i (2.3.3) nên
ϕi = 0 khi x 6∈ (xi−1 , xi+1 ) và ϕ0i = 0 khi x 6∈ [xi−1 , xi+1 ], do d̄ó Bij = 0 khi |i − j| ≥ 2.
Vâ.y B là mô.t ma trâ.n thu.a. Cu. thê’ nhu. ta sẽ thâý o’. du.ó.i: B là mô.t ma trâ.n ba d̄u.ò.ng
chéo và hê. (2.3.6) là mô.t hê. ba d̄u.ò.ng chéo, gia’i bă
` ng phu.o.ng pháp truy d̄uô’i râ´t ô’n d̄i.nh.
Bây giò. theo (2.3.7) ta có
∫ 1 ∫ xi+1
Bii = [p(ϕ0i )2 + qϕ2i ]dx = [p(ϕ0i )2 + qϕ2i ]dx =
0 xi−1
∫ ∫
xi
1 x − xi−1 2 xi+1
1 xi+1 − x 2
= [p(x)( )2 +q(x)( ) ]dx+ [p(x)( )2 +q(x)( ) ]dx (2.3.9)
xi−1 hi hi xi hi+1 hi+1
∫ 1 ∫ xi+1
Bii+1 = Bi+1i = [pϕ0i ϕ0i+1 + qϕi ϕi+1 ]dx = [pϕ0i ϕ0i+1 + qϕi ϕi+1 ]dx =
0 xi
∫ xi+1
1 1 xi+1 − x) x − xi )
= [p(x)(− )( ) + q(x)( ( ]dx (2.3.10)
xi hi+1 hi+1 hi+1 hi+1
28
- ê’ tı́nh các tı́ch phân xác d̄i.nh (2.3.9)(2.3.10) ta có thê’ tı́nh tru..c tiê´p, cũng có thê’
D
áp du.ng mô.t công thú.c tı́ch phân gâ ` n d̄úng nào d̄ó , chă’ng ha.n nhu. công thú.c hı̀nh chũ.
nhâ.t: ∫ xk ∫ xk
xk−1 + xk
p(x)g(x)dx ≈ p( ) g(x)dx (2.3.11)
xk−1 2 xk−1
∫ xk
trong d̄ó tı́ch phân xk−1 g(x)dx d̄êń lu.o..t nó la.i có thê’ tı́nh tru..c tiê´p, cũng có thê’ áp du.ng
mô.t công thú.c tı́ch phân gâ ` n d̄úng.
Chú ý. Tuy công thú.c là ” ≈ ” (gâ ` ng), nhu.ng trong thu..c tê´ ta sẽ viê´t là ” = ”
` n bă
` ng) cho tiê.n. Khi d̄ó
(bă
pi−1/2 pi+1/2 qi−1/2 hi qi+1/2 hi+1

Bii = + + + (2.3.12)
hi hi+1 3 3
1 hi+1
Bii+1 = Bi+1i = −pi+1/2 + (qi+1/2 ) (2.3.13)
hi+1 6
trong d̄ó
hi hi+1 hi hi+1
pi−1/2 = p(xi − ), pi+1/2 = p(xi + ), qi−1/2 = q(xi − ), qi+1/2 = q(xi + )
2 2 2 2
Vâ.y
 
(p1/2 /h1 + p3/2 /h2 ) −p3/2 /h2
 
 
 −p3/2 /h2 (p3/2 /h2 + p5/2 /h3 ) −p5/2 /h3 ... 
 
B= .. .. .. +
 . . . 
 
 
... −pN −1/2 /hN (pN −1/2 /hN + pN +1/2 /hN +1 )
 
2q1/2 h1 + 2q3/2 h2 q3/2 h2
 
 
1
 q3/2 h2 2q3/2 h2 + 2q5/2 h3 ) q5/2 h3 ... 

 .. .. .. 
6 . . . 
 
 
... qN −1/2 hN 2qN −1/2 hN + 2qN +1/2 hN +1 )
(2.3.14)
Bây giò. ta tı́nh vê´ pha’i Fi :
∫ 1 ∫ xi+1 ∫ xi ∫ xi+1
Fi = f ϕi dx = f ϕi dx = f ϕi dx + f ϕi dx =
0 xi−1 xi−1 xi
29
1
= [fi−1/2 hi + fi+1/2 hi+1 ], i = 1, 2, ..., N (2.3.15)
2
Vâ.y  
f1/2 h1 + f3/2 h2
1
 f3/2 h2 + f5/2 h3 

F =  ..  (2.3.16)
2 . 
fN −1/2 hN + fN +1/2 hN +1
2.3.5. Công thú.c tı́ch lũy

Tù. phân hoa.ch (2.3.1) ta suy ra
∑
N +1 ∫ xk
Bij = [p(x)ϕ0j (x)ϕ0i (x) + q(x)ϕj (x)ϕi (x)]dx (2.3.17)
k=1 xk−1
∑
N +1 ∫ xk
Fi = f (x)ϕi (x)dx (2.3.18)
k=1 xk−1
Vâ.y nêú d̄ă.t

∫ xk ∫ xk
k
Bij := [p(x)ϕ0j (x)ϕ0i (x) + q(x)ϕj (x)ϕi (x)]dx, Fik = f (x)ϕi (x)dx (2.3.19)
xk−1 xk−1
thı̀ có công thú.c tı́ch lũy:

∑
N +1 ∑
N +1
k
Bij = Bij , Fi = Fik (2.3.20)
k=1 k=1
k
Ta có thê’ xem Bij ` n tu’. hũ.u ha.n thú. k, [xk−1 , xk ] vào Bij và Fik
là d̄óng góp cu’a phâ
. .
` n tu’ hũ u ha.n [xk−1 , xk ] vào Fi .
là d̄óng góp cu’a phâ
Vı̀ có (2.3.2) và (2.3.3) nên (2.3.20) cho:
Bij = 0, |i − j| ≥ 2; i
Bii = Bii i+1
+ Bii , i+1
Bii+1 = Bi+1i = Bii+1 ,Fi = Fii + Fii+1
(2.3.21)
k
Tı́nh xong Bij , Fik . ` .
o’ (2.3.19) rôi, các công thú c (2.3.20) hay (2.3.21) sẽ cho Bij và
Fi .
k
2.3.6. Tı́nh Bij và Fik bă` ng phép d̄ô’i biêń
Các tı́ch phân xác d̄i.nh (2.3.19) chı’ thu..c hiê.n trên mô.t phâ
` n tu’. hũ.u ha.n [xk−1 , xk ].
Muôń tı́nh chúng ta có thê’ dùng phép d̄ô’i biêń x = x(ξ) xác d̄i.nh bo’.i
x = (xk − xk−1 )ξ + xk−1 (2.3.22)
d̄ê’ d̄u.a d̄oa.n xk−1 ≤ x ≤ xk vê ` d̄oa.n 0 ≤ ξ ≤ 1

’ ´
Qua phép d̄ô i biê n (2.3.22) ta có :
30
dx dξ 1
= xk − xk−1 = hk , =
dξ dx hk
ϕk (x)|x=x(ξ) = ξ, ϕk−1 (x)|x=x(ξ) = 1 − ξ
dϕk 1 dϕk−1 1
= , =−
dx hk dx hk
- ă.t thêm
D
p(ξ) := p(x)|x=x(ξ) , q(ξ) := q(x)|x=x(ξ) (2.3.23)
Khi d̄ó
∫ xk ∫ 1
dϕk 2 1 2
k
Bkk = {p(x)( ) + q(x)ϕ2k }dx = {p(ξ)( ) + q(ξ)ξ 2 }hk dξ (2.3.24)
xk−1 dx 0 hk
∫ xk ∫ 1
dϕk−1 2 1 2
k
Bk−1k−1 = {p(x)( ) + q(x)ϕ2k−1 }dx = {p(ξ)(− ) + q(ξ)(1 − ξ)2 }hk dξ
xk−1 dx 0 hk
∫ (2.3.25)
xk
dϕk−1 dϕk
k
Bk−1k = k
Bkk−1 = {p(x) + q(x)ϕk−1 ϕk }dx =
xk−1 dx dx
∫ 1
1 1
= {p(ξ)(− )( ) + q(ξ)(1 − ξ)ξ}hk dξ (2.3.26)
0 hk hk
∫ xk ∫ 1
Fkk = f (x)ϕk (x)dx = f (ξ)ξhk dξ (2.3.27)
xk−1 0
∫ xk ∫ 1
k
Fk−1 = f (x)ϕk−1 (x)dx = f (ξ)(1 − ξ)hk dξ (2.3.28)
xk−1 0
D- ê’ tı́nh các tı́ch phân xác d̄i.nh (2.3.24)-(2.3.28) ta có thê’ tı́nh tru..c tiê´p mô.t cách
chı́nh xác nêú có thê’ làm d̄u.o..c, cũng có thê’ áp du.ng mô.t công thú.c tı́ch phân gâ
` n d̄úng
’ . .
nào d̄ó, chăng ha.n nhu công thú c (2.3.11).
2.3.7. D - ánh giá sai sô´.
Gia’ su’. u ∈ W01 (0, 1) là nghiê.m cu’a bài toán (2.2.5) (trên W01 (0, 1)), và wN ∈ HN là
` ng phu.o.ng pháp phâ
` n d̄úng bă
nghiê.m gâ ` n tu’. hũ.u ha.n, tú.c là nghiê.m cũng cu’a bài toán
(2.2.5) nhu.ng trên không gian con cu’a W01 (0, 1) là HN := span{ϕ1 , ϕ2 , ...ϕN }, trong d̄ó
ϕi là hàm mái nhà (2.3.2).
Ta có
- i.nh lý 2.3.1. Gia’ su’. u ∈ W 2 (0, 1) ∩ W01 (0, 1). Khi d̄ó
D
ku0 − wN
0
kL2 (0,1) ≤ C5 hkf kL2 (0,1) (2.3.29)
31
ku − wN kL2 (0,1) ≤ C6 h2 kf kL2 (0,1) (2.3.30)
trong d̄ó C5 và C6 là các hă ` ng sô´.
- ó là su.. hô.i tu. và d̄ánh giá sai sô´.
D
Chú.ng minh.: Xem phâ ` n phu. lu.c o’. mu.c 2.3.9.
2.3.8. Thı́ du..

Chú ý mo’. d̄â
` u. Thu.ò.ng ta gă.p bài toán trên d̄oa.n [a, b]:
d du
− (p ) + q(x)u = f (x), a < x < b. u(a) = 0, u(b) = 0 (2.3.31a)
dx dx
chú. không pha’i trên d̄oa.n [0, 1] nhu. ta d̄ã làm. Trong tru.ò.ng ho..p d̄ó, lẽ ra tru.ó.c khi áp
du.ng phu.o.ng pháp phâ ` n tu’. hũ.u ha.n ta pha’i d̄ô’i biêń d̄ê’ d̄u.a bài toán d̄ã cho vê
` bài toán
. . . . .
trên d̄oa.n [0, 1]. Nhu ng nhu sẽ thâý o’ du ó i, viê.c d̄ô’i biêń hay không d̄ô’i biêń không a’nh
hu.o’.ng d̄êń kê´t qua’.
Nêú không d̄ô’i biêń thı̀ ta gia’i bài toán (2.3.31a). Bài toán yêú tu.o.ng ú.ng là
α(u, v) = L(v), ∀v ∈ V
vó.i
∫ b ∫ b
du dv
V = W01 (a, b), α(u, v) = {p(x) + q(x)uv}dx L
Ã (v) = f (x)vdx
a dx dx a
Ta ta.o ra cho [a, b] mô.t phân hoa.ch P : x0 = a < x1 < x2 < . . . < xN < xN +1 = b. Bu.ó.c
d̄i thú. k là hk = xk − xk−1 . Hàm co. so’. tu.o.ng ú.ng là ϕi cho bo’.i (2.3.2). Hê. d̄a.i sô´ câ
`n
.
gia’i là Bc = F vó i
Bij = α(ϕi , ϕj ), Fi = L(ϕi )
Nêú d̄ô’i biêń thı̀ ta d̄u.a d̄oa.n [a, b] vê ` ng công thú.c x = (b − a)t + a.
` d̄oa.n [0, 1] bă
Khi d̄ó nêú cho g(x) thı̀ ḡ(t) := g(x)|x=(b−a)t+a .
Bài toán sau d̄ô’i biêń là
1 d dū
− (p̄(t) ( ) + q̄(t)ū = f¯(t), ū(0) = 0, ū(1) = 0 (2.3.31b)
(b − a) 2 dt dt
Bài toán yêú tu.o.ng ú.ng là
ᾱ(ū, v̄) = L̄(v̄), ∀v̄ ∈ V̄
trong d̄ó
∫ 1 ∫ 1
1 dū dv̄
V̄ = W01 (0, 1), ᾱ(ū.v̄) = [ p̄(t) + q̄(t)ūv̄]dt, L̄(v̄) = f¯(t)v̄dt
0 (b − a)2 dt dt 0
32
Ta tao ra trên [0, 1] phân hoa.ch P̄ : t0 = 0 < t1 < t2 < . . . < tN < tN +1 = 1. Bu.ó.c d̄i
thú. k là τk = tk − tk−1 . Hê. d̄a.i sô´ câ
` n gia’i là
B̄c̄ = F̄ vó.i B̄ij = ᾱ(ϕ̄i , ϕ̄j ), F̄i = L̄(ϕ̄i )
Ta nhâ.n thâý vó.i phép d̄ô’i biêń x = (b − a)t + a d̄ã cho.n thı̀
ϕi (x)|x=(b−a)t+a = ϕ̄i (t)
Bây giò. tù. các công thú.c khi không d̄ô’i biêń
∫ b ∫ b
dϕi dϕj
Bij = α(ϕi , ϕj ) = {p(x) + q(x)uv}dx, Fi = L(ϕi ) = f (x)ϕi (x)dx
a dx dx a
ta áp du.ng công thú.c tı́nh tı́ch phân bă ` ng phép d̄ô’i biêń x = (b − a)t + a ta có
∫ 1
1 dϕ̄i dϕ̄j
Bij = { p̄(t) + q̄(t)ϕ̄i ϕ̄j }(b − a)dt = B̄ij (b − a)
0 (b − a) 2 dt dt
∫ 1
Fi = f¯(t)ϕ̄i )b − a)dt = F̄i (b − a)
0
Vâ.y hê. d̄a.i sô´ khi có d̄ô’i biêń viê´t B̄c̄ = F̄i còn hê. d̄a.i sô´ khi không d̄ô’i biêń viê´t
Bc = F viê´t (b − a)B̄c = (b − a)F̄ . Do d̄ó c̄ = c. Ta chú ý ră ` ng nghiê.m cu’a bài
∑N
toán khi không d̄ô’i biêń là wN = i=1 ci ϕi (x) còn nghiê.m cu’a bài toán sau d̄ô’i biêń là
∑N
w̄N = i=1 c̄i ϕ̄i (t). Cho nên có wN (x)|x=(b−a)t+a = w̄N (t).
Vâ.y viê.c d̄ô’i biêń hay không d̄ô’i biêń không a’nh hu.o’.ng d̄êń kê´t qua’.
Thı́ du. 1. Xét bài toán truyê ` n nhiê.t dù.ng:
−u00 = f (x), 0 < x < L, u(0) = 0, u(L) = 0 (2.3.32)
trong d̄ó
L = 10cm, f (x) = 10
Gia’ i. Bài toán này có da.ng (2.1.1)(2.1.2) vó.i p = 1, q = 0, f = 10. Bài toán yêú
(2.2.2) tu.o.ng ú.ng là
∫ L ∫ L
0 0
u v dx = f vdx, ∀v ∈ W01 (0, L)
0 0
` ng nhau. Khi d̄ó

` n bă
Ta chia d̄oa.n [0, L] thành N + 1 = 4 phâ
L 10
h= = = 2, 5, x0 = 0, x1 = 2, 5, x2 = 5, x3 = 7, 5, x4 = 10
N +1 4
Ta nhâ.n thâý o’. d̄ây bu.ó.c d̄i h = 2, 5 > 1
33
Theo (2.3.24)-(2.3.28) ta có
∫ 1
k 1 1
Bkk =h ( )2 dx = = 0, 4,
0 h h
∫ 1
k 1 1
Bk−1k−1 =h ( )2 dx = = 0, 4,
0 h h
∫ 1
11 1
k
Bk−1k = k
Bkk−1 =h − dξ = − = −0, 4
0 hh h
∫ 1
h
Fkk =h 10ξdξ = 10 = 12, 5
0 2
∫ 1
h
k
Fk−1 =h 10(1 − ξ)dξ = 10 = 12, 5
0 2
Vâ.y tı́ch lũy la.i theo công thú.c (2.3.21) ta d̄u.o..c

   
0, 4 + 0, 4 −0, 4 0 0, 8 −0, 4 0
B=  −0, 4 0, 4 + 0, 4 −0, 4  
= −0, 4 0, 8 −0, 4 
0 −0, 4 0, 4 + 0, 4 0 −0, 4 0, 8
   
12, 5 + 12, 5 25
F = 12, 5 + 12, 5 = 25 
  
12, 5 + 12, 5 25
Do d̄ó hê. cú.ng (2.3.6) viê´t

    
0, 8 −0, 4 0 c1 25
 −0, 4 0, 8 −0, 4   c2  =  25 
0 −0, 4 0, 8 c3 25
hay     
2 −1 0 c1 62, 5
 −1 2 −1   c2  =  62, 5 
0 −1 2 c3 62, 5
Gia’i hê. này ta d̄u.o..c c1 , c2 , c3 .

` n nhiê.t dù.ng
Thı́ du. 2. Xét bài toán truyê
−u00 + u = f (x), 0 < x < 1, u(0) = 0, u(1) = 0 (2.3.33)
trong d̄ó f (x) = x + 2.
34
Gia’ i. Bài toán này có da.ng (2.1.1)(2.1.2) vó.i p = 1, q = 1, f = x + 2. Bài toán yêú
(2.2.2) tu.o.ng ú.ng là
∫ 1 ∫ 1
0 0
[u v + uv]dx = f vdx, ∀v ∈ W01 (0, 1)
0 0
` ng nhau. Khi d̄ó

` n bă
Ta chia d̄oa.n [0, 1] thành N+1=4 phâ
1 1
h= = = 0, 25, x0 = 0, x1 = 0, 25, x2 = 0, 5, x3 = 0, 75, x4 = 1
N +1 4
Ta có ∫ 1
k 1 1 h 0, 25 12, 25
Bkk =h [( )2 + ξ 2 ]dξ = + = 4 + =
0 h h 3 3 3
∫ 1
1 1 h 0, 25 23, 75
k
Bk−1k =h [−( )2 + (1 − ξ)ξ]dξ = − + = −4 + =−
0 h h 6 6 6
∫ 1
1 1 h 0, 25 12, 25
k
Bk−1k−1 =h [(− )2 + (1 − ξ)2 ]dξ = + = 4 + =
0 h h 3 3 3
∫ 1
h xk−1
Fkk =h (hξ + xk−1 + 2)ξdξ = h[ + + 1]
0 3 2
∫ 1
h xk−1
k
Fk−1 =h (hξ + xk−1 + 2)(1 − ξ)dξ = h[ + + 1]
0 6 2
Do d̄ó
h x0 h x1 0, 25 0, 25 0, 25
F1 = F11 + F12 = h[ + +1+ + + 1] = 0, 25[ + + + 2] = 0, 5625
3 2 6 2 3 6 2
h x1 h x2 0, 25 0, 75 0, 25
F2 = F22 + F23 = h[ + +1+ + + 1] = 0, 25[ + + + 2] = 0, 6250
3 2 6 2 3 2 6
h x2 h x3 0, 25 1, 25
F3 = F33 + F34 = h[ + +1+ + + 1] = 0, 25[ + + 2] = 0, 6875
3 2 6 2 3 2
Vâ.y hê. cú.ng (2.3.5) viê´t:

    
2(12, 25 + 12, 25) −23, 75 0 c1 0, 5625
1   c2  =  0, 6250 
−23, 75 2(12, 25 + 12, 25) −23, 75
6
0 −23, 75 2(12, 25 + 12, 25) c3 0, 6875
tú.c là     
50 −23, 75 0 c1 3, 375
 −23, 75 50 −23, 75   c2  =  3, 750 
0 −23, 75 50 c3 4, 125
35
Gia’i hê. này ta d̄u.o..c c1 , c2 , c3 .
Chú ý. Cách tı́nh tı́ch phân bă ` ng d̄ô’i biêń trong tru.ò.ng ho..p mô.t chiê
` u không hâ´p
.
dâñ vı̀ nó cũng dài; nhu ng nó giúp ta dê˜ hiê . . .
` u cách làm trong tru ò ng ho. p nhiê ` u chiê
` u sau
. . . ` u chiê
này, và trong tru ò ng ho. p nhiê . . ’ .
` u thı̀ phu o ng pháp d̄ô i biêń to’ ra hiê.u qua’ ho n nhiêù
so vó.i phu.o.ng pháp tı́nh tı́ch phân mô.t cách tru..c tiê´p.
2.3.9. Phu. lu.c 1. Chú.ng minh d̄i.nh lý 2.3.1.

Gia’ su’. bài toán (2.2.5) có nghiê.m u ∈ W01 (0, 1).
- ă.t
D
∑N
uI (x) := u(xi )ϕi (x) (2.3.34)
i=1
Vı̀ uI ∈ HN nên áp du.ng d̄i.nh lý 1.10.2 chu.o.ng 1, công thú.c (1.10.6) ta có
Bô’ d̄ê
` 2.3.1. √
C3
ku − wN kW 1 (0,1) ≤ ku − uI kW 1 (0,1) (2.3.35)
C4
trong d̄ó C3 và C4 xác d̄i.nh o’. (2.2.6) và (2.2.10).
Bây giò. xét vê´ pha’i cu’a (2.3.35).
` 2.3.2. Gia’ su’. u ∈ W 2 (0, 1). Khi d̄ó
Bô’ d̄ê
ku − uI kL2 (0,1) ≤ h2 ku00 kL2 (0,1) (2.3.36)
ku0 − u0I kL2 (0,1) ≤ hku00 kL2 (0,1) (2.3.37)

trong d̄ó
h := max{hi }
i
Chú.ng minh. Vı̀ C 2 [0, 1] trù mâ.t trong W 2 (0, 1) và u ∈ W 2 (0, 1) nên tô
` n ta.i dâ˜y
{un ∈ C [0, 1]} hô.i tu. vê
2 2
` u trong W (0, 1). Theo cách d̄ă.t (2.3.34) ta có
∑
N
un,I (x) = un (xi )ϕi (x)
i=1
Xét x ∈ (xi−1 , xi ) ta có

∫ t=x
un (x) − un,I (x) = [u0n (t) − u0n,I (t)]dt =
t=xi−1
∫ ∫ ∫
t=x
un (xi ) − un (xi−1 ) t=x
1 s=xi
= [u0n (t) − ]dt = [u0n (t) − u0n (s)ds]dt =
t=xi−1 hi t=xi−1 hi s=xi−1
36
∫ t=x ∫ s=xi ∫ t=x ∫ s=xi ∫ ξ=t
1 1
dt [u0n (t) − u0n (s)]ds = dt ds u00n (ξ)dξ
hi t=xi−1 s=xi−1 hi t=xi−1 s=xi−1 ξ=s
Vâ.y có
∫ t=x ∫ s=xi ∫ ξ=t
1
un (x) − un,I (x) = dt ds u00n (ξ)dξ (2.3.38)
hi t=xi−1 s=xi−1 ξ=s
Tù. (2.3.38) ta suy ra

∫ t=x ∫ s=xi ∫ ξ=xi
1
|un (x) − un,I (x)| ≤ dt ds |u00n (ξ)|dξ ≤
hi t=xi−1 s=xi−1 ξ=xi−1
√∫
ξ=xi
≤h 3/2
|u00n (ξ)|2 dξ, x ∈ (xi−1 , xi )
ξ=xi−1
Do d̄ó
∫ x=xi ∫ x=xi ∫ ξ=xi ∫ ξ=xi
[un (x) − un,I (x)] dx ≤ h 2 3
dx [u00n (ξ)]2 dξ ≤h 4
[u00n (ξ)]2 dξ
x=xi−1 x=xi−1 ξ=xi−1 ξ=xi−1
Vâ.y
∑
N +1 ∫ xi ∑
N +1 ∫ xi
[un (x) − un,I (x)] dx ≤ h 2 4
[u00n (ξ)]2 dξ
i=1 xi−1 i=1 xi−1
hay
kun − un,I k2L2 (a,b) ≤ h4 ku00n k2L2 (a,b)
Cho n → ∞ ta d̄u.o..c (2.3.36).
Bây giò. lâý d̄a.o hàm (2.3.38) d̄ôí vó.i x:
∫ s=xi ∫ ξ=x
1
u0n (x) − u0n,I (x) = ds u00 (ξ)dξ (2.3.39)
hi s=xi−1 ξ=s
Do d̄ó ∫ ∫
s=xi ξ=xi
1
|u0n (x) − u0n,I (x)| ≤ ds |u00 (ξ)|dξ
hi s=xi−1 ξ=xi−1
∫ √∫
ξ=xi √ ξ=xi
|u0n (x) − u0n,I (x)| ≤ 00
|u (ξ)|dξ ≤ h |u00 (ξ)|2 dξ
ξ=xi−1 ξ=xi−1
∫ x=xi ∫ x=xi ∫ ξ=xi ∫ ξ=xi
|u0n (x) − u0n,I (x)|2 dx ≤h dx 00
|u (ξ)| dξ ≤ h2 2
|u00 (ξ)|2 dξ =
x=xi−1 x=xi−1 ξ=xi−1 ξ=xi−1
Vâ.y
∑
N +1 ∫ xi ∑
N +1 ∫ xi
[u0n (x) − u0n,I (x)]2 dx ≤h 2
[u00n (ξ)]2 dξ
i=1 xi−1 i=1 xi−1
37
hay
ku0n − u0n,I k2L2 (a,b) ≤ h2 ku00n k2L2 (a,b)
Cho n → ∞ ta d̄u.o..c (2.3.37).
` 2.3.3. Gia’ su’. u ∈ W 2 (0, 1). Khi d̄ó tô
Bô’ d̄ê ` ng sô´ du.o.ng C7 d̄ê’
` n ta.i hă
ku00 kL2 (0,1) ≤ C7 kf kL2 (0,1) (2.3.40)
Chú.ng minh. Tù. tı́nh W01 (0, 1)−elliptic cu’a α(u, v) (xem (2.2.10)) ta suy ra
1 1
kuk2W 1 (0,1) ≤ α(u, u) = (f, u)L2 (0,1) ≤
C4 C4
1 1
≤ kf kL2 (0,1) kukL2 (0,1) ≤ kf kL2 (0,1) kukW 1 (0,1)
C4 C4
Vâ.y có
1
kukW 1 (0,1) ≤ kf kL2 (0,1) (2.3.41)
C4
Bây giò. lâý d̄a.o hàm (2.1.1) ta thu d̄u.o..c
pu00 = −p0 u0 + qu − f (2.3.42)
⇒ |p|.|u00 | ≤ |p0 |.|u0 | + |q|.|u| + |f |

Tù. d̄ó và d̄iê
` u kiê.n (2.1.4) ta suy ra
1
|u00 | ≤ {C1 |u0 | + C2 |u| + |f |}
C0
1
⇒ ku00 kL2 (0,1) ≤ {C1 ku0 kL2 (0,1) + C2 kukL2 (0,1) + kf kL2 (0,1) }
C0
1
≤ {C1 kukW 1 (0,1) + C2 kukW 1 (0,1) + kf kL2 (0,1) }
C0
Áp du.ng (2.3.41)
1 1
ku00 kL2 (0,1) ≤ {(C1 + C2 ) kf kL2 (0,1) + kf kL2 (0,1) }
C0 C4
⇒ (2.3.40) vó.i
1 1 1 2 2 + C0
C7 = {(C1 + C2 ) + 1} = {(C1 + C2 ) + 1} = (C1 + C2 )
C0 C4 C0 C0 C02
` 2.3.4. Gia’ su’. bài toán (2.1.1)-(2.1.2) có nghiê.m u ∈ W 2 (0, 1). Khi d̄ó tô
Bô’ d̄ê ` n ta.i
. .
` ng sô´ du o ng C8 d̄ê’
hă
ku0 − wN 0
kL2 (0,1) ≤ C8 hkf kL2 (0,1) (2.3.43)
38
ku − wN kL2 (0,1) ≤ C8 hkf kL2 (0,1) (2.3.44)
Chú.ng minh. Tù. các bô’ d̄ê
` 2.3.1,2,3 ta suy ra
√ √
C3 C3
ku − wN kW 1 (0,1) ≤ ku − uI kW 1 (0,1) ≤ (h + 1) C7 hkf kL2 (0,1)
C4 C4
√
- ó là (2.3.43),(2.3.44) vó.i C8 = 2
D C3
C4 C7 .
` 2.3.5. Gia’ su’. bài toán (2.1.1)-(2.1.2) có nghiê.m u ∈ W 2 (0, 1) ∩ W01 (0, 1). Khi
Bô’ d̄ê
` ng sô´ du.o.ng C9 d̄ê’
` n ta.i hă
d̄ó tô
ku − wN kL2 (0,1) ≤ C9 h2 kf kL2 (0,1) (2.3.45)
Chú.ng minh. Tru.ó.c hê´t ta chú ý ră

` ng
α(u, v) = (f, v), ∀v ∈ W01 (0, 1)
α(wN , v) = (f, v), ∀v ∈ HN ⊂ W01 (0, 1)

` ng phép trù. ta suy ra
Bă
α(u, v) − α(wN , v) = 0, ∀v ∈ HN
tú.c là
α(u − wN , v) = 0, ∀v ∈ HN (2.3.46)
Bây giò. xét bài toán
−(pΦ0 )0 + qΦ = F, F = u − wN (2.3.47)
Φ(0) = Φ(1) = 0 (2.3.48)

Ta d̄u.o..c bài toán (2.1.1)-(2.1.4) vó.i vê´ pha’i là F = u − wN ∈ L2 (0, 1). Do d̄ó hàm Φ
tho’a mãn
α(Φ, v) = (F, v), ∀v ∈ W01 (0, 1)
Thay v = u − wN ∈ W01 (0, 1) ta có
α(Φ, u − wN ) = (F, u − wN ) = (u − wN , u − wN )
tú.c là
(u − wN , u − wN ) = α(Φ, u − wN ) (2.3.49)
Vó.i
∑
N
ΦI := Φ(xi )ϕi (x)
i=1
39
thı̀ ΦI ∈ HN nên theo (2.3.46) ta có
α(u − wN , ΦI ) = 0
Tù. d̄ó (2.3.49) viê´t
(u − wN , u − wN ) = α(Φ, u − wN ) − α(u − wN , ΦI ) = α(Φ − ΦI , u − wN )
⇒ ku − wN k2L2 (0,1) ≤ C3 kΦ − ΦI kW 1 (0,1) ku − wN kW 1 (0,1)
Theo bô’ d̄ê

` 2.3.4
ku − wN kW 1 (0,1) ≤ C8 hkf kL2 (0,1) (2.3.50)
Theo bô’ d̄ê
` 2.3.2 và 2.3.3
kΦ − ΦI kW 1 (0,1) ≤ hkΦ00 kL2 (0,1) ≤ hC7 kF kL2 (0,1) = C7 hku − wN kL2 (0,1)
⇒ ku − wN k2L2 (0,1) ≤ C3 C7 hku − wN kL2 (0,1) C8 hkf kL2 (0,1)
⇒ ku − wN kL2 (0,1) ≤ C3 C7 C8 h2 kf kL2 (0,1)

- ó là (2.3.45) vó.i C9 = C3 C7 C8 .
D
Tù. bô’ d̄ê
` 2.3.4 và bô’ d̄ê
` 2.3.5 ta suy ra d̄i.nh lý 2.3.1.
2.4. Bài toán biên loa.i ba
2.4.1. Phát biê’u bài toán.

Cho khoa’ng sô´ thu..c [0, 1]. Xét phu.o.ng trı̀nh vi phân câ´p hai
Lu := −(pu0 )0 + qu = f (x) 0<x<1 (2.4.1)
vó.i d̄iê
` u kiê.n biên loa.i ba
−p(0)u0 (0) + σa u(0) = ga , p(1)u0 (1) + σb u(1) = gb (2.4.2)
trong d̄ó p, q, f là các hàm sô´ cho tru.ó.c, σa , σb , ga , gb là nhũ.ng sô´ thu..c cho tru.ó.c tho’a
mãn
p, p0 , q, f ∈ L2 (0, 1) (2.4.3)
0 < C0 ≤ p(x) ≤ C1 , 0 ≤ q(x) ≤ C2 , C0 , C1 , C2 = const (2.4.4)
σa ≥ 0, σb ≥ 0, σ a + σb > 0 (2.4.5)
Bài toán vi phân (2.4.1)(2.4.2) go.i là bài toán biên loa.i ba d̄ôí vó.i phu.o.ng trı̀nh (2.4.1).
Nó phát biê’u:
40
Tı̀m hàm sô´ u ∈ W 2 (0, 1) tho’ a mãn phu.o.ng trı̀nh vi phân (2.4.1) cùng vó.i các d̄iê ù
kiê.n biên (2.4.2).
Nghiê.m cu’a bài toán vi phân d̄i.nh nghı̃a nhu. vâ.y go.i là nghiê.m cô’ d̄iê’n cu’a nó.
Bài toán (2.4.1)(2.4.2) là mô hı̀nh toán ho.c cu’a bài toán truyê ` n nhiê.t dù.ng trong mô.t
.
thanh vâ.t châ´t mà quan hê. giũ a luô .
` ng nhiê.t vó i nhiê.t d̄ô. ta.i hai d̄â
` u mút cu’a thanh d̄ã
. . ´ . . .
d̄u o. c â n d̄i.nh tru ó c (bo’ i (2.4.2)).
2.4.2. Bài toán yêú

Gia’ su’. bài toán (2.4.1)(2.4.2) có nghiê.m cô’ d̄iê’n u ∈ W 2 (0, 1). Khi d̄ó Lu và f ∈
L2 (0, 1). Trong L2 (0, 1) nhân vô hu.ó.ng hai vê´ cu’a (2.4.1) vó.i v ∈ D([0, 1]), go.i là hàm
thu’., ta d̄u.o..c
∫ 1 ∫ 1
0 0
[−(pu ) + qu]vdx = f vdx, ∀v ∈ D([0, 1]) (2.4.6)
0 0
Khi d̄ó ta có thê’ lâý tı́ch phân tù.ng phâ

` n vê´ trái cu’a (2.4.6) ta thu d̄u.o..c
∫ 1 ∫ 1
0 0 0 1
[−(pu ) + qu]vdx = −pu v|0 + [pu0 v 0 + quv]dx
0 0
∫ 1
= [pu0 v 0 + quv]dx − p(1)u0 (1)v(1) + p(0)u0 (0)v(0)
0
Chú ý d̄êń d̄iê

` u kiê.n biên (2.4.2) thı̀ có
∫ 1 ∫ 1
0 0
[−(pu ) + qu]vdx = [pu0 v 0 + quv]dx + [σb u(1) − gb ]v(1) + [σa u(0) − ga ]v(0)
0 0
Do d̄ó (2.4.6) tro’. thành

∫ 1 ∫ 1
0 0
[pu v +quv]dx+σa u(0)v(0)+σb u(1)v(1) = f vdx+ga v(0)+gb v(1), ∀v ∈ D([0, 1])
0 0
Vı̀ D([0, 1]) trù mâ.t trong W 1 (0, 1) nên

∫ 1 ∫ 1
0 0
[pu v +quv]dx+σa u(0)v(0)+σb u(1)v(1) = f vdx+ga v(0)+gb v(1), ∀v ∈ W 1 (0, 1)
0 0
(2.4.7)
Trong (2.4.7) không có d̄a.o hàm câ´p hai nũ.a.
- ă.t
D
∫ 1
α(u, v) = [pu0 v 0 + quv]dx + σa u(0)v(0) + σb u(1)v(1), u, v ∈ W 1 (0, 1) (2.4.8)
0
∫ 1
L(v) = f vdx + ga v(0) + gb v(1), v ∈ W 1 (0, 1) (2.4.9)
0
41
Ta phát biê’u bài toán mó.i:
Vó.i α(u, v) và L(v) xác d̄i.nh bo’.i (2.4.8) và (2.4.9) hãy tı̀m u ∈ W 1 (0, 1) tho’ a mãn
α(u, v) = L(v), ∀v ∈ W 1 (0, 1) (2.4.10)
Bài toán (2.4.10), go.i là bài toán yêú ú.ng vó.i bài toán (2.4.1)(2.4.2).
2.4.3. Nghiê.m suy rô.ng. Nghiê.m cu’a bài toán yêú (2.4.10) go.i là nghiê.m suy rô.ng
cu’a bài toán (2.4.1)(2.4.2).
Theo lâ.p luâ.n o’. mu.c 2.4.2 thı̀ nghiê.m cô’ d̄iê’n cu’a bài toán (2.4.1)(2,4,2) cũng là
nghiê.m suy rô.ng cu’a nó.
Có thê’ chú.ng minh d̄u.o..c ră
` ng nêú nghiê.m suy rô.ng u la.i thuô.c W 2 (0, 1) thı̀ nó cũng
.
là nghiê.m cô’ d̄iê’n ( chú ng minh xem phu. lu.c 3, mu.c 2.4.10).
Vı̀ không gian hàm thu’. W 1 (0, 1) ⊂ L2 (0, 1) và không gian chú.a nghiê.m W 1 (0, 1) ⊃
W (0, 1) nên nghiê.m suy rô.ng dê˜ tı̀m ho.n nghiê.m cô’ d̄iê’n.
2
2.4.4. Su.. tô ` n ta.i cu’a nghiê.m suy rô.ng.

Rõ ràng α(u, v) xác d̄i.nh bo’.i (2.4.8) là mô.t da.ng song tuyêń d̄ôí xú.ng trên W 1 (0, 1).
Ta chú.ng minh tiê´p ră` ng nó liên tu.c trên W 1 (0, 1) và W01 (0, 1)-eliptic.
Tru ó c hê´t theo lâ.p luâ.n o’. mu.c 2.2.3 ta có
. .
∫ 1
| [pu0 v 0 + quv]dx| ≤ (C1 + C2 )kukW01 (0,1) kvkW01 (0,1) , u, v ∈ W01 (0, 1) (2.4.11)
0
Bây giò. vó.i u ∈ W 1 (0, 1) ta có

∫ x ∫ x ∫ x
0 0
u(x) = u(0) + u (t)dt ⇒ u(0) = u(x) − u (t)dt ⇒ |u(0)| ≤ |u(x)| + | u0 (t)dt|
0 0 0
∫ 1 ∫ 1
0
|u(0)| ≤ 2{|u(x)| + (
2 2
|u (t)|dt) } ≤ 2|u(x)| + 2
2 2
|u0 (t)|2 dt
0 0
∫ ∫ 1 ∫ 1 ∫ 1
|u(0)|2 dx ≤ 2 |u(x)|2 dx + 2 ( |u0 (t)|2 dt)dx ⇒ |u(0)|2
0 0 0
∫ 1 ∫ 1
≤2 |u(x)| dx + 2
2
|u0 (t)|2 dt ⇒ |u(0)| ≤ kukW 1 (0,1) (2.4.12a
0 0
Mô.t cách tu.o.ng tu..

|u(1)| ≤ kukW 1 (0,1) (2.4.12b)
` ng sô´ du.o.ng C4 d̄ê’
` n ta.i hă
Do d̄ó tô
|α(u, v)| ≤ C4 kukW 1 (0,1) kvkW 1 (0,1) , ∀u, v ∈ W 1 (0, 1)
42
Vâ.y α(u, v) liên tu.c trên W 1 (0, 1).
Bây giò. d̄ê’ d̄i.nh ý ta gia’ su’. σa > 0. Khi d̄ó ta la.i có tù. (2.4.8)
∫ 1 ∫ 1
0 2
α(u, u) ≥ p|u | dx + σa |u(0| ≥ min{C0 , σa }
2
|u0 |2 dx + |u(0|2 u ∈ W 1 (0, 1)
0 0
(2.4.13)
Mă.t khác
∫ x ∫ x ∫ 1
0 0
u(x) = u(0) + u (t)dt = u (t)dt ⇒ |u(x)| ≤ |u(0)| + |u0 (t)|dt
0 0 0
∫ 1
|u(x)| ≤ 2|u(0)| + 2(
2 2
|u0 (t)|dt)2
0
Do d̄ó , áp du.ng bâ´t d̄ă’ng thú.c C-S-B ta có

∫ 1 ∫ 1 ∫ 1
0
|u(x)| ≤ 2|u(0)| + 2
2 2
|u (t)| dt ⇒
2
|u(x)| dx ≤ 2|u(0)| + 2
2 2
|u0 (t)|2 dt
0 0 0
∫ 1 ∫ 1 ∫ 1 ∫ 1
0 0
|u(x)| dx +
2
|u (x)| dx ≤ 2|u(0)| + 3
2 2
|u (t)| dt ≤ 3{|u(0)| +
2 2
|u0 |2 dx}
0 0 0 0
Chú ý d̄êń (2.4.13) ta có
3
kuk2W 1 (0,1) ≤ Kα(u, u), K=
min{C0 , σa }
Ta suy ra
1
α(u, u) ≥ kuk2W 1 (0,1) , ∀u ∈ W 1 (0, 1)
K
Vâ.y α(u, v) W 1 (0, 1)-eliptic.
Bây giò. ta chú.ng minh tı́nh liên tu.c cu’ a L(v) xác d̄i.nh bo’.i (2.4.9). Rõ ràng L(v) là
mô.t phiê´m hàm tuyêń tı́nh trên W 1 (0, 1). Ta có
Ta có tù. (2.4.9)
|L(v)| ≤ |(f, v)L2 (0,1) + |ga |.|v(0)| + |gb |.|v(1)|
Áp du.ng bâ´t d̄ă’ng thú.c C-S-B vào sô´ ha.ng d̄â
` u và kê´t qua’ (2.4.13) vào |v(0)| và |v(1)| ta
d̄u.o..c
|L(v)| ≤ kf kL2 (0,1) kvkL2 (0,1) + |ga |.kvkW 1 (0,1) + |gb |.kvkW 1 (0,1) .
|L(v)| ≤ {kf kL2 (0,1) + |ga | + |gb |}kvkW 1 (0,1) .
Vâ.y bài toán (2.4.10) có nghiê.m duy nhâ´t, do d̄ó bài toán (2.4.1)(2.4.2) có nghiê.m suy
rô.ng cu’a duy nhâ´t.
43
Chú ý. Các chú.ng minh o’. mu.c 2.4.3 vù.a rô
` i và o’. mu.c 2.2.3 tru.ó.c d̄ây d̄ê
` u làm mô.t
.
cách so câ´p.
2.4.5. Tı́nh gâ ` n d̄úng nghiê.m suy rô.ng bă ` ng phu.o.ng pháp phâ ` n tu’. hũ.u
ha.n.
- ê’ xây du..ng nghiê.m gâ
D ` n d̄úng cu’a bài toán (2.4.10) ta thay không gian W 1 (0, 1)
` ng mô.t không gian con hũ.u ha.n chiê
bă ` u cu’a nó. Ta sẽ làm viê.c d̄ó theo phu.o.ng pháp
` n tu’ hũ u ha.n, giôńg nhu trong bài toán biên loa.i mô.t o’. tiê´t 2.3.
phâ . . .
Ta chia miê ` n xác d̄i.nh [0,1] cu’a â’n hàm u(x) thành N d̄oa.n con bo’.i các d̄iê’m xi ∈ [0, 1]:
0 = x0 < x1 < x2 < ... < xi−1 < xi < xi+1 < ... < xN = 1 (2.4.14)
xi − xi−1 = hi , h := max{hi }
i
` n tu’. hũ.u ha.n (phâ

Mô˜i d̄oa.n con ei := [xi−1 , xi ] go.i là mô.t phâ ` n tu’. hũ.u ha.n mô.t
` u.)
chiê
Tâ.p các d̄iê’m xi lâ.p thành mô.t phân hoa.ch cu’a d̄oa.n [0, 1].
Sau d̄ó theo cách làm o’. chu.o.ng 1 tiê´t 8 ta xây du..ng N + 1 hàm to.a d̄ô. ϕi (x) bă ` ng
cách d̄ă.t

 (x − xi−1 )/hi nêú xi−1 < x < xi
ϕi = (xi+1 − x)/hi+1 nêú xi < x < xi+1 i = 1, 2, ..., N − 1 (2.4.15)

0 nêú x 6∈ (xi−1 , xi+1 ),
{
(x1 − x)/h1 nêú x0 < x < x1
ϕ0 = (2.4.16)
0 nêú x 6∈ (x0 , x1 )
{
(x − xN −1 )/hN nêú xN −1 < x < xN
ϕN = (2.4.17)
0 nêú x 6∈ (xN −1 , xN )
.
O’ d̄ây so vó.i tru.ò.ng ho..p d̄iê
` u kiê.n biên loa.i mô.t có thêm hai hàm ϕ0 và ϕN .
Nhu. vâ.y các ϕi d̄ê
` u là các hàm sô´ có giá d̄õ. nho’ và có d̄ô
` thi. da.ng mái nhà.(H.2.4.1)
.ϕ0 .ϕi .ϕN

.1
.
.x0 = 0 .xi−1 .xi .xi+1 .xN = 1 .x
H.2.4.1
44
Các hàm ϕi ∈ W 1 (0, 1) và d̄ô.c lâ.p tuyêń tı́nh. Ho.
SN +1 = {ϕi , i = 0, 1, 2, ..., N }
sinh ra không gian con HN +1 có N + 1 chiê ` u cu’a W 1 (0, 1), nhâ.n ho. SN +1 là mô.t co. so’..
Sau d̄ó ta xét bài toán (2.4.10) trên HN +1 :
Tı̀m wN +1 ∈ HN +1 sao cho
α(wN +1 , v) = L(v), ∀v ∈ HN +1 (2.4.18)
Hàm wN +1 ∈ HN +1 có da.ng
∑
N
wN +1 (x) = cj ϕj (x) ∈ HN +1 (2.4.19)
j=0
trong d̄ó cj d̄u.o..c xác d̄i.nh sao cho (2.4.18) tho’a mãn vó.i mo.i v ∈ HN +1 . Vı̀ SN +1 là mô.t
co. so’. cu’a HN +1 nên chı’ câ ` n buô.c (2.4.18) tho’a mãn vó.i v = ϕi , i = 0, 1, ..., N (xem nhâ.n
. . .
xét o’ chu o ng 1, mu.c 1.9.3 ).
Vâ.y các cj d̄u.o..c xác d̄i.nh sao cho
α(wN +1 , ϕi ) = L(ϕi ), i = 0, 1, 2, ..., N
Do d̄ó
∑
N
α( cj ϕj , ϕi ) = L(ϕi ), i = 0, 1, 2, ..., N
j=0
hay là
∑
N
cj α(ϕj , ϕi ) = L(ϕi ), i = 0, 1, 2, ..., N (2.4.20)
j=0
Do d̄ó cj là nghiê.m cu’a hê. d̄a.i sô´ tuyêń tı́nh có N+1 phu.o.ng trı̀nh d̄ôí vó.i N+1 â’n :
Bc = F (2.4.21)
trong d̄ó do có (2.4.8),(2.4.9) nên:
Bij = α(ϕj , ϕi ) = α(ϕi , ϕj ), Fi = L(ϕi ) (2.4.22)
Vó.i các tı́ch phân (2.4.22) ta có thê’ tı́nh tru..c tiê´p, cũng có thê’ dùng phu.o.ng pháp
d̄ô’i biêń nhu. trı̀nh bâ
` y o’. du.ó.i.
Chú ý. Tu.o.ng tu.. chú ý 2.3.1 o’. mu.c 2.3.4, B là mô.t ma trâ.n ba d̄u.ò.ng chéo và hê.
(2.4.21) là mô.t hê. ba d̄u.ò.ng chéo, gia’i bă
` ng phu.o.ng pháp truy d̄uô’i râ´t ô’n d̄i.nh.
45
2.4.6. Công thú.c tı́ch lũy
Tù. (2.4.22) (2.4.8)(2.4.9) và phân hoa.ch (2.4.14) ta suy ra
N ∫
∑ xk
Bij = [p(x)ϕ0j (x)ϕ0i (x) + q(x)ϕj (x)ϕi (x)]dx + σa ϕj (0)ϕi (0) + σb ϕj (1)ϕi (1)
k=1 xk−1
(2.4.23)
N ∫ xk
∑
Fi = f (x)ϕi (x)dx + ga ϕi (0) + gb ϕi (1) (2.4.24)
k=1 xk−1
Nêú d̄ă.t
∫ xk
k
Bij := [p(x)ϕ0j (x)ϕ0i (x) + q(x)ϕj (x)ϕi (x)]dx + σa ϕj (0)ϕi (0) + σb ϕj (1)ϕi (1) (2.4.25)
xk−1
∫ xk
Fik = f (x)ϕi (x)dx + ga ϕi (0) + gb ϕi (1) (2.4.26)
xk−1
thı̀ (2.4.23)(2.4.24) viê´t thành công thú.c tı́ch lũy:
∑
N ∑
N
k
Bij = Bij , Fi = Fik (2.4.27)
k=1 k=1
Theo (2.4.15)(2.4.16)(2.4.17) các hàm ϕi (x) có giá d̄õ. nho’. Ta suy ra:

 Bii = Bii
i i+1
+ Bii i+1
, Bii+1 = Bi+1i = Bii+1 , Fi = Fii + Fii+1 , i = 1, 2, ..., N − 1
1 1
B = B00 , B01 = B10 = B01 , F0 = F01
 00 N N
BN −1N = BN N −1 = BN −1N , BN N = BN N, FN = FNN
(2.4.28)
- ê’ tı́nh các Bij và Fj ta chı’ câ
D ` n tı́nh
k k k k
Bk−1k−1 , Bkk , Bk−1k , Fk−1 , Fkk . k = 1, 2, . . . , N
vó.i chú ý ră

` ng d̄ôí vó.i các ϕi liên quan d̄êń d̄iê
` u kiê.n biên ta có
ϕ0 (0) = 1, ϕN (1) = 1, ϕi (0) = 0, i 6= 0, ϕj (1) = 0, j 6= N
Do d̄ó theo (2.4.25)(2.4.26) ta có

∫ x1 ∫ x1
1 0 0 1
B00 := [p(x)ϕ0 (x)ϕ0 (x) + q(x)ϕ0 (x)ϕ0 (x)]dx + σa , F0 = f (x)ϕ0 (x)dx + ga
x0 x0
∫ ∫ (2.4.29)
xN xN
N
BN N := [p(x)ϕ0N (x)ϕ0N (x)+q(x)ϕN (x)ϕN (x)]dx+σb , FNN = f (x)ϕN (x)dx+gb
xN −1 xN −1
(2.4.30)
46
Vó.i các Bij
k
và Fik còn la.i thı̀
∫ xk ∫ xk
k
Bij := [p(x)ϕ0i (x)ϕ0j (x) + q(x)ϕi (x)ϕj (x)]dx, Fik = f (x)ϕi (x)dx, (2.4.31)
xk−1 xk−1
Vâ.y có thê’ tı́nh theo trı̀nh tu.. sau:

` u tı́nh
Thoa.t d̄â
k k k k
Bk−1k−1 , Bkk , Bk−1k , Fk−1 , Fkk , k = 1, 2, . . . , N theo (2.4.31)
Sau d̄ó theo (2.4.29) và (2.4.30) tı́nh
1 1 N N 1 1 N N
B00 := B00 + σa ; BN N := BN N + σb , F0 := F0 + ga , FN N := FN N + gb
` ng phép d̄ô’i biêń

2.4.7. Tı́nh Bij và Fi bă
Các tı́ch phân xác d̄i.nh (2.4.25)(2.4.26), tú.c (2.4.29)-(2.4.31), chı’ thu..c hiê.n trên mô.t
` n tu’. hũ.u ha.n [xk−1 , xk ]. Muôń tı́nh chúng ta dùng phép d̄ô’i biêń x = x(ξ) xác d̄i.nh
phâ
.
bo’ i
x = (xk − xk−1 )ξ + xk−1 (2.4.32
d̄ê’ d̄u.a d̄oa.n xk−1 ≤ x ≤ xk vê ` d̄oa.n 0 ≤ ξ ≤ 1
’ ´
Qua phép d̄ô i biê n (2.4.32) ta có :
dx dξ 1
= xk − xk−1 = hk , =
dξ dx hk
ϕk (x)|x=x(ξ) = ξ, ϕk−1 (x)|x=x(ξ) = 1 − ξ
dϕk 1 dϕk−1 1
= , =−
dx hk dx hk
- ă.t thêm
D
p(ξ) := p(x)|x=x(ξ) , q(ξ) := q(x)|x=x(ξ) (2.4.33)
Khi d̄ó căn cú. vào (2.4.25)(2.4.26), tú.c (2.4.29)-(2.4.31), ta có các công thú.c tı́nh Bij
k
:
vó.i k = 1, ∫ x1
1
B11 = [p(x)ϕ01 (x)ϕ01 (x) + q(x)ϕ1 (x)ϕ1 (x)]dx (2.4.34)
x0
∫ x1
1
B00 = [p(x)ϕ00 (x)ϕ00 (x) + q(x)ϕ0 (x)ϕ0 (x)]dx + σa (2.4.35)
x0
∫ x1
1
B10 = 1
B01 := [p(x)ϕ00 (x)ϕ01 (x) + q(x)ϕ0 (x)ϕ1 (x)]dx (2.4.36)
x0
47
vó.i k = N ,
∫ xN
N
BN N = [p(x)ϕ0N (x)ϕ0N (x) + q(x)ϕN (x)ϕN (x)]dx + σb (2.4.37)
xN −1
∫ xN
N
BN −1N −1 = [p(x)ϕ0N −1 (x)ϕ0N −1 (x) + q(x)ϕN −1 (x)ϕN −1 (x)]dx (2.4.38)
xN −1
∫ xN
N
BN −1N = BN N −1 = [p(x)ϕ0N −1 (x)ϕ0N (x) + q(x)ϕN −1 (x)ϕN (x)]dx (2.4.39)
xN −1
vó.i k = 2, 3, . . . , N − 1,
∫ xk ∫ 1
dϕk 2 1 2
k
Bkk = {p(x)( ) + q(x)ϕ2k }dx = {p(ξ)( ) + q(ξ)ξ 2 }hk dξ (2.4.40)
xk−1 dx 0 hk
∫ xk ∫ 1
dϕk−1 2 1 2
k
Bk−1k−1 = {p(x)( ) + q(x)ϕ2k−1 }dx = {p(ξ)(− ) + q(ξ)(1 − ξ)2 }hk dξ
xk−1 dx 0 hk
∫ (2.4.41)
xk
dϕk−1 dϕk
k
Bk−1k = k
Bkk−1 = {p(x) + q(x)ϕk−1 ϕk }dx
xk−1 dx dx
∫ 1
1 1
= {p(ξ)(− )( ) + q(ξ)(1 − ξ)ξ}hk dξ (2.4.42)
0 hk hk
Các công thú.c tı́nh Fik :

vó.i k = 1 ∫ ∫
x1 1
F11 = f (x)ϕ1 (x)dx = f (ξ)ξhk dξ (2.4.43
x0 0
∫ x1 ∫ 1
F01 = f (x)ϕ0 (x)dx + ga = f (ξ)(1 − ξ)hk dξ + ga (2.4.44)
x0 0
vó.i k = N ∫ ∫
xN 1
FNN = f (x)ϕN (x)dx + gb = f (ξ)ξhk dξ + gb (2.4.45)
xN −1 0
∫ xN ∫ 1
FNN−1 = f (x)ϕN −1 (x)dx = f (ξ)(1 − ξ)hk dξ (2.4.46)
xN −1 0
vó.i k = 2, 3, . . . , N − 1
∫ xk ∫ 1
Fkk = f (x)ϕk (x)dx = f (ξ)ξhk dξ (2.4.47)
xk−1 0
∫ xk ∫ 1
k
Fk−1 = f (x)ϕk−1 (x)dx = f (ξ)(1 − ξ)hk dξ (2.4.48)
xk−1 0
48
Chú ý. D - ê’ tı́nh các tı́ch phân xác d̄i.nh (2.4.34)-(2.4.48) ta có thê’ tı́nh tru..c tiê´p nêú
có thê’ làm d̄u.o..c, cũng có thê’ áp du.ng mô.t công thú.c tı́ch phân gâ
` n d̄úng nào d̄ó, chă’ng
. .
ha.n nhu công thú c (2.3.11).
2.4.8. D - ánh giá sai sô´. Gia’ su’. u ∈ W 1 (0, 1) là nghiê.m cu’a bài toán (2.4.10) (trên
W (0, 1)), và wN +1 ∈ HN +1 là nghiê.m gâ
1 ` ng phu.o.ng pháp phâ
` n d̄úng bă ` n tu’. hũ.u ha.n,
tú.c cũng là nghiê.m cu’a bài toán (2.4.10) nhu.ng trên không gian con hũ.u ha.n chiê ` u HN +1
cu’a W 1 (0, 1) là
HN +1 := span{ϕ0 , ϕ1 , ...ϕN }
trong d̄ó ϕi là hàm mái nhà (2.4.15)-(2.4.17).
- i.nh lý 2.4.1. Nêú u ∈ W 2 (0, 1) thı̀
D
ku0 − wN
0
+1 kL2 (0,1) ≤ Kh[kf kL2 (0,1) + |ga | + |gb |] (2.4.49)
ku − wN +1 kL2 (0,1) ≤ Kh2 [kf kL2 (0,1) + |ga | + |gb |] (2.4.50)

` ng sô´ du.o.ng.
trong d̄ó K là mô.t hă
Tù. d̄ó suy ra su.. hô.i tu. và d̄ánh giá sai sô´.
2.4.9. Phu. lu.c 2. Chú.ng minh d̄i.nh lý 2.4.1.
Gia’ su’. bài toán yêú (2.4.10) có nghiê.m u ∈ W 1 (0, 1). D
- ă.t
∑
N
uI (x) := u(xi )ϕi (x) (2.4.51)
i=0
Vı̀ uI ∈ HN +1 nên áp du.ng d̄i.nh lý 1.10.2 chu.o.ng 1, công thú.c (1.10.6) ta có
Bô’ d̄ê
` 2.4.1. √
K2
ku − wN +1 kW 1 (0,1) ≤ ku − uI kW 1 (0,1) (2.4.52)
K3
trong d̄ó K2 và K3 xác d̄i.nh o’. (2.4.11) và (2.4.12).
Bây giò. xét vê´ pha’i cu’a (2.4.52).
` 2.4.2. Gia’ su’. u ∈ W 2 (0, 1). Khi d̄ó
Bô’ d̄ê
ku − uI kL2 (0,1) ≤ h2 ku00 kL2 (0,1) (2.4.53)
ku0 − u0I kL2 (0,1) ≤ hku00 kL2 (0,1) (2.4.54)

trong d̄ó
h := max{hi }
i
Chú.ng minh. Lă.p la.i chú.ng minh bô’ d̄ê

` 2.3.2, mu.c 3.8.
49
` 2.4.3. Gia’ su’. u ∈ W 2 (0, 1). Khi d̄ó tô
Bô’ d̄ê ` ng sô´ du.o.ng K5 d̄ê’
` n ta.i hă
ku00 kL2 (0,1) ≤ K5 {kf kL2 (0,1) + |ga | + |gb |} (2.4.55)
Chú.ng minh. Tù. tı́nh W 1 (0, 1)−eliptic cu’a α(u, v) ta suy ra:
1 1 1
kuk2W 1 (0,1) ≤ α(u, u) = L(u) = {(f, u)L2 (0,1) + |ga |.|u(0)| + |gb |.|u(1)|}
K3 K3 K3
Áp du.ng bâ´t d̄ă’ng thú.c C-S-B và d̄i.nh lý vê
` vê´t (chu.o.ng 1, mu.c 1.6.7) ta suy ra
1
kuk2W 1 (0,1) ≤ {kf kL2 (0,1) kukL2 (0,1) + (|ga | + |gb |)kukW 1 (0,1) }
K3
Vâ.y có
1
kukW 1 (0,1) ≤ {kf kL2 (0,1) + |ga | + |gb |)} (2.4.56)
K3
Bây giò. lâý d̄a.o hàm (2.4.1) ta thu d̄u.o..c
pu00 = −p0 u0 + qu − f
⇒ |p|.|u00 | ≤ |p0 |.|u0 | + |q|.|u| + |f |

Tù. d̄ó và (2.4.4) ta suy ra
1
|u00 | ≤ {C1 |u0 | + C2 |u| + |f |} ⇒
C0
1
ku00 kL2 (0,1) ≤ {C1 ku0 kL2 (0,1) + C2 kukL2 (0,1) + kf kL2 (0,1) }
C0
1
≤ {C1 kukW 1 (0,1) + C2 kukW 1 (0,1) + kf kL2 (0,1) }
C0
Áp du.ng (2.4.56)
1 1
ku00 kL2 (0,1) ≤ {(C1 + C2 ) (kf kL2 (0,1) + |ga | + |gb |) + kf kL2 (0,1) }
C0 K3
⇒ tô
` n ta.i K5 = const > 0 d̄ê’ có (2.4.55).
` 2.4.4. Gia’ su’. bài toán (2.4.1)-(2.4.2) có nghiê.m u ∈ W 2 (0, 1). Khi d̄ó tô
` ng sô´ du.o.ng K6 d̄ê’
hă
ku0 − wN
0
+1 kL2 (0,1) ≤ K6 h{kf kL2 (0,1) + |ga | + |gb |} (2.4.57)
ku − wN +1 kL2 (0,1) ≤ K6 h{kf kL2 (0,1) + |ga | + |gb |} (2.4.58)
50
Chú.ng minh. Tù. các bô’ d̄ê
` 2.4.1,2,3 ta suy ra
ku − wN +1 kW 1 (0,1) ≤ ku − uI kW 1 (0,1) ≤ (h + 1)K5 h{kf kL2 (0,1) + |ga | + |gb |}
- ó là (2.4.57),(2.4.58) vó.i K6 = 2K5 .

D
` 2.4.5. Gia’ su’. bài toán (2.4.1)(2.4.2) có nghiê.m u ∈ W 2 (0, 1). Khi d̄ó tô
` . .
hă ng sô´ du o ng K7 d̄ê’
ku − wN +1 kL2 (0,1) ≤ K7 h2 {kf kL2 (0,1) + |ga | + |gb |} (2.4.59)
Chú.ng minh. Tru.ó.c hê´t ta chú ý ră

` ng
α(u, v) = (f, v)L2 (0,1) + ga v(0) + gb v(1), ∀v ∈ W 1 (0, 1)
α(wN +1 , v) = (f, v)L2 (0,1) + ga v(0) + gb v(1), ∀v ∈ HN +1 ⊂ W 1 (0, 1)

` ng phép trù. ta suy ra
Bă
α(u, v) − α(wN +1 , v) = 0, ∀v ∈ HN +1
tú.c là
α(u − wN +1 , v) = 0, ∀v ∈ HN +1 (2.4.60)
Bây giò. xét bài toán vi phân
−(pΦ0 )0 + qΦ = F, F = u − wN (2.4.61)
−p(0)Φ0 (0) + σa Φ(0) = 0, p(1)Φ0 (1) + σb Φ(1) = 0 (2.4.62)

Ta d̄u.o..c bài toán da.ng (2.4.1)(2.4.4) vó.i vê´ pha’i là F = u − wN +1 ∈ L2 (0, 1) và d̄iê
ù
kiê.n biên loa.i ba thuâ ` n nhâ´t. Do d̄ó hàm Φ tho’a mãn
α(Φ, v) = (F, v)L2 (0,1) , ∀v ∈ W 1 (0, 1)
Thay v = u − wN +1 ∈ W 1 (0, 1) ta có
α(Φ, u − wN +1 ) = (F, u − wN +1 )L2 (0,1) = (u − wN +1 , u − wN +1 )L2 (0,1)
tú.c là
(u − wN +1 , u − wN +1 )L2 (0,1) = α(Φ, u − wN +1 ) (2.4.63)
Vó.i
∑
N
ΦI := Φ(xi )ϕi (x)
i=0
thı̀ ΦI ∈ HN +1 nên theo (2.4.60) ta có
α(u − wN +1 , ΦI ) = 0
51
Tù. d̄ó (2.4.63) viê´t
ku − wN +1 k2L2 (0,1) = α(Φ, u − wN +1 ) − α(u − wN +1 , ΦI ) = α(Φ − ΦI , u − wN +1 )
⇒ ku − wN +1 k2L2 (0,1) ≤ K2 kΦ − ΦI kW 1 (0,1) ku − wN +1 kW 1 (0,1)
Theo bô’ d̄ê

` 2.4.4
ku − wN +1 kW 1 (0,1) ≤ K6 h{kf kL2 (0,1) + |ga | + |gb |} (2.4.64)
Theo bô’ d̄ê

` 2.4.2 và 2.4.3
kΦ − ΦI kW 1 (0,1) ≤ hkΦ00 kL2 (0,1) ≤ hK5 kF kL2 (0,1)
⇒ ku − wN +1 k2L2 (0,1) ≤ K2 K5 hku − wN +1 kL2 (0,1) K6 h{kf kL2 (0,1) + |ga | + |gb |}
⇒ ku − wN +1 kL2 (0,1) ≤ K2 K5 K6 h2 {kf kL2 (0,1) + |ga | + |gb |}

- ó là (2.4.59) vó.i K7 = K2 K5 K6 .
D
Tù. bô’ d̄ê
` 2.4.4 và bô’ d̄ê
` 2.4.5 ta suy ra d̄i.nh lý 2.4.1.
2.4.10. Phu. lu.c 3. Chú.ng minh nghiê.m suy rô.ng cu’ a bài toán (2.4.1)(2.4.2) la.i
thuô.c W 2 (0, 1) thı̀ cũng là nghiê.m cô’ d̄iê’n cu’ a nó.
Go.i u là nghiê.m suy rô.ng cu’a bài toán (2.4.1)(2.4.2). Khi d̄ó có (2.4.7). Vı̀ D([0, 1]) ⊂
W (0, 1) nên tù. (2.4.7) ta suy ra
1
∫ 1 ∫ 1
0 0
[pu v +quv]dx+σa u(0)v(0)+σb u(1)v(1) = f vdx+ga v(0)+gb v(1), ∀v ∈ D([0, 1])
0 0
(2.4.65)
Lâý tı́ch phân tù.ng phâ
` n trong tı́ch phân o’. vê´ trái cu’a (2.4.65) ta d̄u.o..c
∫ 1 ∫ 1
0 0
[pu v + quv]dx = [−(pu0 )0 + qu]vdx + p(1)u0 (1)v(1) − p(0)u0 (0)v(0)
0 0
Do d̄ó (2.4.65) tro’. thành

∫ 1
[−(pu0 )0 + qu]vdx + p(1)u0 (1)v(1) − p(0)u0 (0)v(0) + σa u(0)v(0) + σb u(1)v(1)
0
∫ 1
= f vdx + ga v(0) + gb v(1), ∀v ∈ D([0, 1])
0
Vâ.y có
∫ 1
[−(pu0 )0 + qu]vdx + [p(1)u0 (1) + σb u(1) − gb ]v(1) − [p(0)u0 (0) − σa u(0) − ga ]v(0)
0
52
∫ 1
= f vdx, ∀v ∈ D([0, 1]) (2.4.66)
0
Rõ ràng D(0, 1) ⊂ D([0, 1]) . Cho v ∈ D(0, 1), khi d̄ó v(0) = 0 và v(1) = 0, nên (2.4.66)
tro’. thành ∫ 1 ∫ 1
0 0
[−(pu ) + qu]vdx = f vdx, ∀v ∈ D(0, 1) (2.4.67)
0 0
Vı̀ D(0, 1) trù mâ.t trong L2 (0, 1) nên (2.4.67) cho

∫ 1 ∫ 1
0 0
[−(pu ) + qu]vdx = f vdx, ∀v ∈ L2 (0, 1) (2.4.8)
0 0
Do d̄ó có
−(pu0 )0 + qu = f (2.4.69)
- ó là phu.o.ng trı̀nh (2.4.1). Bây giò. (2.4.66) rút la.i còn
D
[p(1)u0 (1)+σb u(1)−gb ]v(1)−[p(0)u0 (0)−σa u(0)−ga ]v(0) = 0, ∀v ∈ D([0, 1]) (2.4.70)
Xét v = 1 − x là hàm sô´ thuô.c D([0, 1]), có v(1) = 0, v(0) = 1. Khi d̄ó (2.4.70) cho
[p(0)u0 (0) − σb u(0) − ga ]v(0) = 0 ⇒
p(0)u0 (0) − σa u(0) = ga (2.4.71)
` u kiê.n biên thú. nhâ´t o’. (2.4.2).

- ó là d̄iê
D
Xét v = x ∈ D([0, 1]) có v(0) = 0, v(1) = 1. Khi d̄ó (2.4.70) cho [p(1)u0 (1) + σb u(1) −
gb ]v(1) = 0 ⇒
p(1)u0 (1) + σb u(1) = gb (2.4.72)
` u kiê.n biên thú. hai o’. (2.4.2).
- ó là d̄iê
D
Các kê´t qua’ (2.4.69),(2.4.71),(2.4.72) chú.ng to’ u là nghiê.m cô’ d̄iê’n cu’a bài toán
(2.4.1)(2.4.2).
BÀI TÂ
. P.
` ng phu.o.ng pháp phâ
1. Gia’i bài toán sau bă ` n tu’. hũ.u ha.n:
Lu := −((1 + x2 )u0 )0 + u = (2 + x2 ) sin x, 0<x<π
u(0) = 0, u(π) = 0
` u d̄oa.n [0, π] thành 5 d̄oa.n con bă
Chia d̄ê ` ng nhau.
` y phu.o.ng pháp phâ
2. Trı̀nh bâ ` n tu’. hũ.u ha.n gia’i bài toán sau:
Lu := −u00 + qu = f, a<x<b
53
u(a) = 0, u0 (b) = 0
trong d̄ó
q = q(x) ∈ C[a, b], f = f (x) ∈ C[a, b], q(x) ≥ 0, ∀x ∈ [a, b].

Lu := −u00 + qu = f, a<x<b
u0 (a) = 0, u(b) = 0
trong d̄ó
q = q(x) ∈ C[a, b], f = f (x) ∈ C[a, b], q(x) ≥ 0, ∀x ∈ [a, b].

Lu := −u00 + u = x, 0<x<1
u0 (0) = 1, u0 (1) = 1
54

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Chu.o.

2.1. Bài toán biên loa.i mô.t

Lu := −(pu0 )0 + qu = f (x), 0<x<1 (2.1.1)

C0 ≤ p(x) ≤ C1 , 0 ≤ q(x) ≤ C2 , 0<x<1 (2.1.4)

2.1.2. Tru.ò.ng ho..p d̄iê` u kiê.n biên không thuâ ` n nhâ´t.

trong d̄ó A và B không d̄ô ` ng thò.i bă

Lv = Lu − Lg = f − Lg = f − [−(pg 0 )0 + qg] = f − [−p0 k + q(kx + A)] =: F (x)

Do d̄ó v tho’a mãn bài toán

- ó là bài toán vó.i d̄iê

2.2. Bài toán yê´u và nghiê.m suy rô.ng

2.2.1. Bài toán yê´u

Khi d̄ó ta có thê’ lâ´y tı́ch phân tù.ng phâ

vı̀ khi v ∈ D(0, 1) thı̀ v(0) = v(1) = 0.

Ta phát biê’u bài toán mó.i:

α(u, v) = L(v) ∀v ∈ W01 (0, 1) (2.2.5)

Lâ´y tı́ch phân tù.ng phâ

Vı̀ v ∈ D(0, 1) nên v(0) = v(1) = 0, do d̄ó

Vı̀ D(0, 1) trù mâ.t trong L2 (0, 1) nên

2.2.3. Su.. tô` n ta.i nghiê.m suy rô.ng

= C1 (|u0 |, |v 0 |)L2 (0,1) + C2 (|u|, |v|)L2 (0,1)

Áp du.ng bâ´t d̄ă’ng thú.c C-S-B ta suy ra

Ta có nhâ.n xét:

|α(u, v)| ≤ C3 kukW01 (0,1) kvkW01 (0,1) , u, v ∈ W01 (0, 1), C3 = C1 + C2

Vâ.y α(u, v) liên tu.c trên W01 (0, 1).

Do d̄ó , áp du.ng bâ´t d̄ă’ng thú.c C-S-B ta có

Kê´t ho..p vó.i (2.2.7) ta có

α(u, u) ≥ C4 kuk2W 1 (0,1) , ∀u ∈ W01 (0, 1) (2.2.10)

Vâ.y α(u, v) W01 (0, 1)-eliptic.

⇒ |L(v)| ≤ kf kL2 (0,1) kvkW 1 (0,1) , ∀v ∈ W01 (0, 1)

Do d̄ó L(v) liên tu.c trên W01 (0, 1).

` n tu’. hũ.u ha.n (phâ

.ϕ1 .ϕi .ϕN

Sau d̄ó ta xây du..ng N hàm ϕi (x) bă

` u kiê.n biên (2.1.2) vı̀:

ϕi (0) = ϕi (x0 ) = 0, ϕi (1) = ϕi (xN +1 ) = 0.

Vâ.y ϕi ∈ W01 (0, 1).

Các hàm ϕi , i = 1, ..., N d̄ô.c lâ.p tuyê´n tı́nh vı̀ nê´u

thı̀ thay x = xj ta thu d̄u.o..c cj = 0, j = 1, 2, ..., N .

α(wN , v) = (f, v), ∀v ∈ HN (2.3.4)

Hàm wN ∈ HN có da.ng

α(wN , ϕi ) = (f, ϕi ), i = 1, 2, ..., N

pi−1/2 pi+1/2 qi−1/2 hi qi+1/2 hi+1

2.3.5. Công thú.c tı́ch lũy

Vâ.y nê´u d̄ă.t

thı̀ có công thú.c tı́ch lũy:

x = (xk − xk−1 )ξ + xk−1 (2.3.22)

d̄ê’ d̄u.a d̄oa.n xk−1 ≤ x ≤ xk vê ` d̄oa.n 0 ≤ ξ ≤ 1

2.3.7. D - ánh giá sai sô´.

2.3.8. Thı́ du..

Bài toán yê´u tu.o.ng ú.ng là

ᾱ(ū, v̄) = L̄(v̄), ∀v̄ ∈ V̄

B̄c̄ = F̄ vó.i B̄ij = ᾱ(ϕ̄i , ϕ̄j ), F̄i = L̄(ϕ̄i )

ϕi (x)|x=(b−a)t+a = ϕ̄i (t)

−u00 = f (x), 0 < x < L, u(0) = 0, u(L) = 0 (2.3.32)

` ng nhau. Khi d̄ó

Ta nhâ.n thâ´y o’. d̄ây bu.ó.c d̄i h = 2, 5 > 1

Vâ.y tı́ch lũy la.i theo công thú.c (2.3.21) ta d̄u.o..c

Do d̄ó hê. cú.ng (2.3.6) viê´t

Gia’i hê. này ta d̄u.o..c c1 , c2 , c3 .

−u00 + u = f (x), 0 < x < 1, u(0) = 0, u(1) = 0 (2.3.33)

trong d̄ó f (x) = x + 2.

` ng nhau. Khi d̄ó

Vâ.y hê. cú.ng (2.3.5) viê´t: